Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 0.305853 0.334054 0.364629 0.400404 0.441323 0.486914 0.541899
2025-03-23 0.272052 0.308496 0.350201 0.401954 0.465153 0.540757 0.639502
2025-03-30 0.246956 0.288105 0.337190 0.401000 0.483208 0.587664 0.734043
2025-04-06 0.226305 0.270123 0.324189 0.397261 0.495821 0.627913 0.825385
2025-04-13 0.204819 0.248762 0.304407 0.381930 0.490402 0.642276 0.882115
2025-04-20 0.193231 0.238805 0.298041 0.383181 0.506976 0.688626 0.993432
2025-04-27 0.182922 0.229524 0.291510 0.383122 0.521080 0.732591 1.108925
2025-05-04 0.173758 0.220981 0.285098 0.382287 0.533453 0.775004 1.230012
2025-05-11 0.166615 0.214618 0.281083 0.384322 0.550085 0.826204 1.377997
2025-05-18 0.156359 0.203209 0.268977 0.372924 0.543689 0.836959 1.449777
2025-05-25 0.146447 0.191718 0.255992 0.359046 0.531623 0.835790 1.496499
2025-06-01 0.141270 0.186718 0.252213 0.359256 0.543205 0.879139 1.649662
2025-06-08 0.138739 0.185566 0.254321 0.369443 0.573952 0.965254 1.931592
2025-06-15 0.135013 0.182406 0.253104 0.373973 0.595015 1.035963 2.202284
2025-06-22 0.130802 0.178271 0.250070 0.375103 0.609796 1.096205 2.469359
2025-06-29 0.126204 0.173298 0.245385 0.372943 0.617922 1.143328 2.718776
2025-07-06 0.119608 0.164950 0.234834 0.359651 0.602606 1.134389 2.788750
2025-07-13 0.116524 0.161912 0.232717 0.361273 0.617572 1.199622 3.138714
2025-07-20 0.113376 0.158619 0.229981 0.361515 0.629663 1.260261 3.507226
2025-07-27 0.110278 0.155262 0.226940 0.360932 0.639895 1.318299 3.902828
2025-08-03 0.107843 0.152850 0.225347 0.362927 0.655956 1.395405 4.436659
2025-08-10 0.103357 0.146957 0.217547 0.352478 0.643034 1.389616 4.580963
2025-08-17 0.098707 0.140648 0.208793 0.339694 0.623712 1.362719 4.609000